| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7383046 | Physica A: Statistical Mechanics and its Applications | 2011 | 8 Pages |
Abstract
⺠The impact of trading volume on statistical properties of market returns is examined. ⺠To this end, the trading of different traders in Tehran Stock Exchange is analyzed. ⺠A new coefficient for measuring the equilibrium between these traders is defined. ⺠We adjusted market returns by this coefficient. ⺠The effect of this equilibrium on the market returns is assessed.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Meysam Bolgorian,